Sandman at the moment and highly recommend it. The art won't be to everyone's taste and does look dated in places, but it suits Gaiman's style well.
And his novels are excellent. Check out American Gods, Good Omens (with Terry Pratchett) and Smoke and Mirrors, which is a collection of his short stories and poems.
Everything Geoff Johns is writing is really great too. They are mixing Kingdom Come into JSA right now and it's really cool. There's a scene with the Earth 22 Superman(multi-verse is the nerdiest thing there is HA!) where he saves a girl from suicide which was fantastic. Eaglesham is knocking it out of the park in that book, even next to Alex Ross.
But I've sort of been reading Action Comics, which just started a new arc, so I decided to jump in there, and it's tremendous. Gary Frank draws one of the best supermans out there. And the Superman and Legion of Superheroes stuff has always been kind of cool to me. If not brain hurting.
